The aliasing‐phenomenon in visual terms

DOI10.1080/0022250X.1992.9990097MaRDI QIDQ4017804zbMATH OpenFDO

Authors Hermann Singer

Publication date 16 January 1993

Published in The Journal of Mathematical Sociology (Search for Journal in Brave)

zbMATH Keywords

Ornstein-Uhlenbeck processstochastic differential equationsaliasingdiscrete samplingsimulated trajectories

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Identification in stochastic control theory (93E12)

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• Evaluation of likelihood functions for Gaussian signals
• Problems with the estimation of stochastic differential equations using structural equations models
• Random differential equations in science and engineering
• The Dimensionality of the Aliasing Problem in Models With Rational Spectral Densities
• The problem of identification in finite parameter continuous time models

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(8)

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• A NOTE ON THE PAPER BY H.J. BIERENS: “COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?”
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• SEM modeling with singular moment matrices. II: ML-estimation of sampled stochastic differential equations
• Fitting nonlinear ordinary differential equation models with random effects and unknown initial conditions using the stochastic approximation expectation-maximization (SAEM) algorithm
• The problem of aliasing in identifying finite parameter continuous time stochastic models
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